The error "Undefined Reference" means exactly that, you are trying to reference a function without having defined it first. The first three functions are defined in "freeglut_init.c" which is in the ".../freeglut-2.8.0/src" folder, you need to include this in your project so that your IDE knows to compile it. You are correct, it is a little asinine that this website which purports to be a tutorial did not mention this critical piece of information, but at least you now have your answer now.

The function "glutSetOption()" is defined in "freeglut_state.c" which is another file you need to include in your project in order for it to compile. This one is again located in ".../freeglut-2.8.0/src". Good luck and feel free to ask any follow up questions.